Anic Equity¶

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Total return since start: 0.559 %¶

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Equity now: -----------------------------> 47626.23 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46231.31 Kr¶

PnL: ---------------------------------------> -657.26 Kr¶

DD now: ---------------------------------> -2.064 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 09:33:24.102728'

Anic Portfolio¶

Today¶

Return: 0.66 %¶

This Week¶

Return: 0.195 %¶

Total¶

Return: 55.916 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.180000 3120.000000 149.000000 5.020000 2971.000006
FM Mattsson Mora Group B 50 0.000000 3030.000000 103.000000 3.520000 2927.000000
HEBA B 70 -0.900000 2709.000000 73.000000 2.770000 2636.000010
Corem Property Group B 59 2.030000 623.630000 46.630000 8.080000 576.999999
SAAB B 8 -0.140000 3421.600000 44.600000 1.320000 3377.000000
Norva24 Group 16 -0.390000 573.760000 30.760000 5.660000 543.000000
Samhällsbyggnadsbo. i Norden B 20 1.000000 382.000000 27.000000 7.610000 355.000000
AcadeMedia 12 -0.040000 579.120000 22.120000 3.970000 557.000004
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Resurs Holding 22 2.560000 591.140000 17.140000 2.990000 573.999998
Eastnine 4 -0.310000 508.000000 17.000000 3.460000 491.000000
OEM International B 7 1.310000 543.200000 15.200000 2.880000 527.999997
HMS Networks 2 -0.170000 685.200000 12.200000 1.810000 673.000000
Coor Service Management Hold. 8 1.660000 538.800000 6.800000 1.280000 532.000000
Swedbank A 3 1.360000 570.600000 6.600000 1.170000 564.000000
Intrum 4 -0.630000 532.800000 5.800000 1.100000 527.000000
Boozt 12 2.140000 1659.600000 5.600000 0.340000 1653.999996
Fastighetsbolag. Emilshus Pref 21 0.000000 564.900000 2.900000 0.520000 562.000005
Essity B 2 0.490000 574.000000 0.000000 0.000000 574.000000
Handelsbanken A 5 1.020000 545.750000 -0.250000 -0.050000 546.000000
Creaspac SPAC 6 0.100000 576.000000 -1.000000 -0.170000 577.000002
Essity A 4 -0.170000 1148.000000 -1.000000 -0.090000 1149.000000
Samhällsbyggnadsbo. i Norden D 12 0.590000 243.600000 -2.400000 -0.980000 246.000000
Nordea Bank Abp 29 0.850000 3449.840000 -4.160000 -0.120000 3453.999992
Securitas B 6 -0.110000 563.160000 -6.840000 -1.200000 570.000000
Sampo Oyj SDB 7 1.290000 3836.000000 -14.000000 -0.360000 3850.000000
CTEK 13 0.000000 517.400000 -16.600000 -3.110000 533.999999
Karnov Group 9 0.350000 519.300000 -16.700000 -3.120000 536.000004
Midsona B 63 1.720000 557.550000 -25.450000 -4.370000 582.999984
Vivesto 1368 1.910000 569.360000 -43.640000 -7.120000 612.999432
International Petroleum Corp. 5 0.000000 538.500000 -56.070000 -9.430000 594.565215
Axfood 13 0.250000 3650.400000 -105.600000 -2.810000 3756.000001
OX2 18 0.950000 1440.000000 -224.000000 -13.460000 1663.999992
Fasadgruppen Group 35 1.850000 3475.500000 -335.500000 -8.800000 3810.999990
Ovzon 52 2.160000 2953.600000 -408.400000 -12.150000 3361.999992
TOTAL 46231.310000 -657.260000 -2.06387% 46888.564618

Updated:¶

'2023-01-20 09:33:36.720596'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶